+462.0%
NDAQ vs FFIV
+127.4%
+334.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +0.8% | -8.1% | +9.0% | +3.4% |
| 30D | +16.5% | -33.4% | +49.9% | +30.2% |
| 3M | +13.5% | -24.7% | +38.2% | +21.4% |
| 6M | +20.9% | -8.8% | +29.8% | +20.4% |
| YTD | +11.4% | +21.8% | -10.4% | -0.4% |
| 1Y | +25.9% | +25.3% | +0.6% | +11.3% |
| 3Y | +119.9% | +101.2% | +18.7% | +61.6% |
| 5Y | +61.7% | +40.2% | +21.5% | +31.6% |
| All | +462.0% | +127.4% | +334.7% | +268.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FFIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling